Stochastic scalar conservation laws (Q935057): Difference between revisions

This paper aims to study existence and uniqueness of solution for a stochastic partial differential equation of the type \[ \partial_t u(t,x)+\text{div}_x F(u(t,x))=\int_{z\in Z} \sigma(x,u(t,x);z) \partial_tW(t.dz), \] where \(\{u(t,x), t\geq 0, x\in\mathbb{R}^d\}\) is a stochastic process, \(F: \mathbb{R}\to\mathbb{R}^d\), \(W\) is a space-time white noise, \(Z\) is a metric space, and \(\sigma: \mathbb{R}^d\times \mathbb{R}\times Z\to \mathbb{R}\). Based on the well-known approach to the equation in the deterministic case (\(\sigma=0\)), termed as Kruzkov's method for entropic solutions, the authors introduce a proper generalization to the stochastic case. Under suitable assumptions on \(F\) and \(\sigma\), and for \(d=1\), existence of a solution in a strong sense is established. For arbitrary \(d\), uniqueness of solution in a weak sense is also proved.